NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.580 |
3.663 |
0.083 |
2.3% |
3.438 |
| High |
3.694 |
3.777 |
0.083 |
2.2% |
3.777 |
| Low |
3.547 |
3.602 |
0.055 |
1.6% |
3.406 |
| Close |
3.634 |
3.648 |
0.014 |
0.4% |
3.648 |
| Range |
0.147 |
0.175 |
0.028 |
19.0% |
0.371 |
| ATR |
0.105 |
0.110 |
0.005 |
4.7% |
0.000 |
| Volume |
21,389 |
24,566 |
3,177 |
14.9% |
86,426 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.201 |
4.099 |
3.744 |
|
| R3 |
4.026 |
3.924 |
3.696 |
|
| R2 |
3.851 |
3.851 |
3.680 |
|
| R1 |
3.749 |
3.749 |
3.664 |
3.713 |
| PP |
3.676 |
3.676 |
3.676 |
3.657 |
| S1 |
3.574 |
3.574 |
3.632 |
3.538 |
| S2 |
3.501 |
3.501 |
3.616 |
|
| S3 |
3.326 |
3.399 |
3.600 |
|
| S4 |
3.151 |
3.224 |
3.552 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.723 |
4.557 |
3.852 |
|
| R3 |
4.352 |
4.186 |
3.750 |
|
| R2 |
3.981 |
3.981 |
3.716 |
|
| R1 |
3.815 |
3.815 |
3.682 |
3.898 |
| PP |
3.610 |
3.610 |
3.610 |
3.652 |
| S1 |
3.444 |
3.444 |
3.614 |
3.527 |
| S2 |
3.239 |
3.239 |
3.580 |
|
| S3 |
2.868 |
3.073 |
3.546 |
|
| S4 |
2.497 |
2.702 |
3.444 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.777 |
3.406 |
0.371 |
10.2% |
0.114 |
3.1% |
65% |
True |
False |
17,285 |
| 10 |
3.777 |
3.406 |
0.371 |
10.2% |
0.109 |
3.0% |
65% |
True |
False |
18,933 |
| 20 |
3.892 |
3.406 |
0.486 |
13.3% |
0.114 |
3.1% |
50% |
False |
False |
19,730 |
| 40 |
3.892 |
3.406 |
0.486 |
13.3% |
0.097 |
2.7% |
50% |
False |
False |
15,289 |
| 60 |
3.993 |
3.406 |
0.587 |
16.1% |
0.097 |
2.7% |
41% |
False |
False |
12,709 |
| 80 |
3.993 |
3.406 |
0.587 |
16.1% |
0.091 |
2.5% |
41% |
False |
False |
10,752 |
| 100 |
3.993 |
3.406 |
0.587 |
16.1% |
0.090 |
2.5% |
41% |
False |
False |
9,656 |
| 120 |
3.993 |
3.406 |
0.587 |
16.1% |
0.092 |
2.5% |
41% |
False |
False |
9,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.521 |
|
2.618 |
4.235 |
|
1.618 |
4.060 |
|
1.000 |
3.952 |
|
0.618 |
3.885 |
|
HIGH |
3.777 |
|
0.618 |
3.710 |
|
0.500 |
3.690 |
|
0.382 |
3.669 |
|
LOW |
3.602 |
|
0.618 |
3.494 |
|
1.000 |
3.427 |
|
1.618 |
3.319 |
|
2.618 |
3.144 |
|
4.250 |
2.858 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.690 |
3.644 |
| PP |
3.676 |
3.641 |
| S1 |
3.662 |
3.637 |
|